Correlation structure in Farlie-Gumbel-Morgenstern distributions
From MaRDI portal
Publication:4181105
Cited in
(63)- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
- A contribution to multivariate L-moments: L-comoment matrices
- Quantifying the risk using copulae with nonparametric marginals
- Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data
- A bivariate geometric distribution allowing for positive or negative correlation
- Mixture formulations of a bivariate negative binomial distribution with applications
- A bivariate distribution with generalized exponential conditionals
- A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula
- On a bivariate copula for modeling negative dependence: application to New York air quality data
- Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
- A bivariate count model with discrete Weibull margins
- Copula-based analysis of the generalized friendship paradox in clustered networks
- Conditional expectation formulae for copulas
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
- A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
- EM algorithms for estimating the Bernstein copula
- A bivariate meta-Gaussian density for use in hydrology
- Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
- On the recovery of joint distributions from limited information
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS
- On the convergence of bivariate order statistics: almost sure convergence and convergence rate
- On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
- Estimators based on Kendall's tau in multivariate copula models
- Some bivariate uniform distributions
- Test of independence for Baker's bivariate distributions
- Robustness of Estimation in the Uniform Distribution Under Dependencies in a Sample
- Random sums of random variables and vectors: including infinite means and unequal length sums
- Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
- The bivariate inverse gaussian distribution: an introduction
- Some results on dependent random variables and a connection with the multivariate \(\mathbf s\)-increasing convex order
- The Cambanis family of bivariate distributions: properties and applications
- Properties and applications of the sarmanov family of bivariate distributions
- The impact on the properties of the EFGM copulas when extending this family
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Consequences of departure from independence in two component systems when component life times depend through fgm model
- Concomitants of k-record values arising from Morgenstern family of distributions and their applications in parameter estimation
- Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions
- Bayesian learning with variable prior
- Bayesian inference for a flexible class of bivariate beta distributions
- Recent developments on the construction of bivariate distributions with fixed marginals
- Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
- Interconnected pay-as-bid auctions
- The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables
- Private and common value auctions with ambiguity over correlation
- Maximum correlation for the generalized Sarmanov bivariate distributions
- Concomitants of record values arising from Morgenstern type bivariate logistic distributions and some of their applications in parameter estimation
- Possibly dependent probability summation of reaction time
- A note on the Sarmanov bivariate distributions
- Estimation of the scale parameter of a log-logistic distribution
- A versatile bivariate distribution on a bounded domain: Another look at the product moment correlation
- An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
- Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
- Normal approximation for strong demimartingales
- A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
- Construction of multivariate distributions with given marginals
- A note on joint mix random vectors
- Fisher information in record values and their concomitants about dependence and correlation parameters
- A bivariate life distribution and notions of negative dependence
- Testing for Positive Quadrant Dependence
- Inequalities for bivariate distribution with x ≤ y and marginals given
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling
This page was built for publication: Correlation structure in Farlie-Gumbel-Morgenstern distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4181105)
